Code for: Why are Banks Exposed to Monetary Policy

Principal Investigator(s):  View help for Principal Investigator(s) Sebastian Di Tella, Stanford University; Pablo Kurlat, University of Southern California

Version:  View help for Version V1

Name File Type Size Last Modified
  Saved Model 06/19/2020 10:10:PM
  exportfig 06/19/2020 10:11:PM
FD1_irregular.m text/x-matlab 416 bytes 06/19/2020 06:08:PM
FD2_irregular.m text/x-matlab 372 bytes 06/19/2020 06:08:PM
FD2s.m text/x-matlab 305 bytes 06/19/2020 06:08:PM
FDs.m text/x-matlab 253 bytes 06/19/2020 06:08:PM
NeweyWest.m text/x-matlab 1.5 KB 06/19/2020 06:08:PM
Publication Data.xlsx application/vnd.openxmlformats-officedocument.spreadsheetml.sheet 242.3 KB 06/19/2020 06:08:PM
TvecMat.m text/x-matlab 746 bytes 06/19/2020 06:08:PM
bondprice.m text/x-objcsrc 3.8 KB 06/19/2020 06:08:PM
    Total of 42 records. Records per page
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Project Description

Summary:  View help for Summary Data and Codes for the paper "Why are Banks Exposed to Monetary Policy?"

Scope of Project

Subject Terms:  View help for Subject Terms monetary policy; interest rate risk; bank deposits; maturity mismatch
JEL Classification:  View help for JEL Classification
      E41 Demand for Money
      E43 Interest Rates: Determination, Term Structure, and Effects
      E44 Financial Markets and the Macroeconomy
      E51 Money Supply; Credit; Money Multipliers
Geographic Coverage:  View help for Geographic Coverage United States


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Published Versions

V1 [2021-09-24]

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